+148.1%
EWY vs TMF
-87.6%
+235.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.6% | +0.6% |
| 7D | +8.0% | +1.0% | +7.0% | +7.9% |
| 30D | +14.3% | -1.8% | +16.2% | +14.5% |
| 3M | +2.3% | -8.2% | +10.5% | +3.0% |
| 6M | +49.9% | -19.5% | +69.4% | +52.2% |
| YTD | +95.3% | -16.0% | +111.3% | +97.9% |
| 1Y | +161.7% | -22.5% | +184.2% | +166.1% |
| 3Y | +230.2% | -42.3% | +272.4% | +235.7% |
| 5Y | +148.1% | -87.7% | +235.8% | +140.6% |
| All | +148.1% | -87.6% | +235.8% | +140.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TMF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling